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Combining information across diverse sources: The II‐CC‐FF paradigm
Author(s) -
Cunen Céline,
Hjort Nils Lid
Publication year - 2022
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/sjos.12530
Subject(s) - context (archaeology) , focus (optics) , confidence distribution , mathematics , confidence interval , data mining , computer science , statistics , geography , physics , optics , archaeology
We introduce and develop a general paradigm for combining information across diverse data sources. In broad terms, suppose φ is a parameter of interest, built up via componentsψ 1 , … , ψ kfrom data sources 1, … , k . The proposed scheme has three steps. First, the independent inspection (II) step amounts to investigating each separate data source, translating statistical information to a confidence distribution (CD)C j ( ψ j ) for the relevant focus parameterψ jassociated with data source j . Second, confidence conversion (CC) techniques are used to translate the CDs to confidence log‐likelihood functions. Finally, the focused fusion (FF) step uses relevant and context‐driven techniques to construct a confidence distribution for the primary focus parameter φ = φ ( ψ 1 , … , ψ k ) , acting on the combined confidence log‐likelihood. In traditional setups, the II‐CC‐FF strategy amounts to versions of meta‐analysis, and turns out to be competitive against state‐of‐the‐art methods. Its potential lies in applications to harder problems, however. Illustrations are presented, related to actual applications.